This page provides links to the material for the


SFU-Bocconi U.
Derivative Securities Course.


(SFU: BUS 419; Bocconi Cod. 4195, 5161)

Click here for the Derivative Securities course syllabus
Click here for outline of the trading game
Click here for BUS 419 Math Pretest
Click here for the Midterm Exam
Click here for the final exam

Click here for Prof. Zanotti's lecture notes

Note for .zip file:

This .zip file contains a number of different files. The files can be sorted according to
1) First session information: compounding issues, FRA teaching notes, FRA.ppt, FRA exercise solutions and additional exercises.
2) Swaps material for lecture 2 with derivatives_2_nov_2004 being an example of the swap and FRA exam question
3) Vancouver_2 is related to the sessions on options and exam_jump_2004 is an example of exam question
4) index_lined is related to the exotic option part


Some Class Materials
Click here for the Notes on the Binomial (Corrected)
Click here for Cumulative Normal Table

Some Past Exams and Practice Questions
Click here for the sample mid-term
Click here for 05-1 midterm
Click here for the 04-1 midterm
Click here for the 05-1 final
Click here for the 04-1 final
Click here for sample final
Click here for the 316 sample final
Click here for BUS 316 assignment questions for review.

For SFU Students
Click here for SFU BUS 419 Course Outline
Click here for list of SFU term paper topics

This list is a generic list that is used for a number of courses. A list that is dedicated exclusively to BUS 419 students can be found in Risk Management, Speculation and Derivative Securities , p.97-8 where there is also a brief description of the general requirements of the project. See also the Term Paper Evaluation Worksheet,

Click here for Term Paper Evaluation Worksheet
Click here for Tips on Writing the Paper

For Bocconi U. Students
Bocconi U. Cod. 5161 Syllabus
. Bocconi U. Cod. 4195 Syllabus


For those that would like to have .ppt files of the lectures:
Click here for Lecture 3
Click here for Lecture 4
Click here for Lecture 4A
Click here for Lecture 5
Click here for Lecture 8
Click here for Lecture 9
Click here for Lecture 10

Click here for a link to the full set of 419 lectures

For those having font problems here are some links that enable you to download various fonts that are missing on your machine. If you do not have WordPerfect on your machine, download the following .zip file and copy the font files to the \windows\fonts subdirectory: fonts.zip If you are still having trouble with equations try: Wordperfect trial download
Another link that has a number of other fonts available is: Font list at Colorado State

Click here for the group presentation slide shows


Here are some interesting magazine articles to ponder:
Value at Risk A summary on the Value at Risk methodology from Financial Analysts Journal, Mar/Apr 2000.
Tails, Turtles and Stereos My article from the Journal of Derivatives, Winter 1997. Please note there are a number of typos in this article which need to be correct. The corrections can be found here
Warren Buffett on the Stock Market from Fortune Dec 10/01.
Can You Derive Market Volatility Forecasts from the Observed Yield Curve Convexity Bias? from the Journal of Fixed Income (1997).






In the event that any link on this page does not activate, the server is probably down or whatever, please try again later and if you are still unsuccessful, notify me by email at poitras@sfu.ca